V-Lab
Korea Engineering Consultants Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:35.00% (+0.36%)
Analysis last updated: Sunday, April 21, 2024 at 12:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3312 | 9.55 | |
| 0.0916 | 11.63 | |
| 0.8995 | 133.08 | |
| -0.0341 | -2.88 |
Estimation Period:
Apr 28, 2011 to Apr 19, 2024
Apr 28, 2011 to Apr 19, 2024
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